更新時間: 2022年1月21日 PM 8:19:04
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/11/21 24.930% 23852.24 14.647% 13.703% +11.227% 13.703% +11.227%
30/11/21 24.260% 23475.26 15.290% 13.933% +10.327% 17.366% +6.894%
01/12/21 23.330% 23658.92 15.657% 14.569% +8.761% 18.040% +5.290%
02/12/21 23.470% 23788.93 15.815% 15.254% +8.216% 18.763% +4.707%
03/12/21 23.050% 23766.69 14.731% 15.228% +7.822% 18.605% +4.445%
06/12/21 25.440% 23349.38 15.583% 15.415% +10.025% 18.454% +6.986%
07/12/21 22.610% 23983.66 18.652% 16.087% +6.523% 19.127% +3.483%
08/12/21 21.300% 23996.87 18.451% 16.646% +4.654% 19.654% +1.646%
09/12/21 19.860% 24254.86 18.703% 17.224% +2.636% 20.195% -0.335%
10/12/21 19.870% 23995.72 18.891% 18.056% +1.814% 21.022% -1.152%
13/12/21 19.460% 23954.58 18.875% 18.714% +0.746% 21.328% -1.868%
14/12/21 20.610% 23635.95 18.600% 18.704% +1.906% 21.162% -0.552%
15/12/21 20.860% 23420.76 18.666% 18.747% +2.113% 21.057% -0.197%
16/12/21 20.010% 23475.50 18.324% 18.671% +1.339% 20.818% -0.808%
17/12/21 21.380% 23192.63 18.304% 18.554% +2.826% 20.535% +0.845%
20/12/21 23.820% 22744.86 19.063% 18.591% +5.229% 20.119% +3.701%
21/12/21 21.700% 22971.33 19.378% 18.747% +2.953% 20.133% +1.567%
22/12/21 20.670% 23102.33 19.613% 18.937% +1.733% 20.181% +0.489%
23/12/21 19.920% 23193.64 19.735% 19.219% +0.701% 20.324% -0.404%
24/12/21 19.890% 23223.76 17.700% 19.098% +0.792% 20.039% -0.149%
28/12/21 20.380% 23280.56 17.576% 18.801% +1.579% 19.109% +1.271%
29/12/21 20.890% 23086.54 17.196% 18.364% +2.526% 18.515% +2.375%
30/12/21 20.160% 23112.01 16.786% 17.799% +2.361% 17.799% +2.361%
31/12/21 19.550% 23397.67 17.173% 17.286% +2.264% 21.262% -1.712%
03/01/22 19.420% 23274.75 17.234% 17.193% +2.227% 20.723% -1.303%
04/01/22 18.720% 23289.84 16.392% 16.956% +1.764% 20.299% -1.579%
05/01/22 20.060% 22907.25 13.768% 16.271% +3.789% 19.345% +0.715%
06/01/22 19.420% 23072.86 14.129% 15.739% +3.681% 18.583% +0.837%
07/01/22 18.630% 23493.38 15.129% 15.330% +3.300% 17.975% +0.655%
10/01/22 18.650% 23746.54 15.392% 14.962% +3.688% 17.174% +1.476%
11/01/22 18.540% 23739.06 15.386% 14.761% +3.779% 16.822% +1.718%
12/01/22 18.680% 24402.17 17.701% 15.547% +3.133% 17.590% +1.090%
13/01/22 18.140% 24429.77 17.627% 16.247% +1.893% 18.249% -0.109%
14/01/22 18.410% 24383.32 17.542% 16.730% +1.680% 18.653% -0.243%
17/01/22 18.840% 24218.03 17.587% 17.169% +1.671% 18.720% +0.120%
18/01/22 18.700% 24112.78 16.954% 17.482% +1.218% 18.918% -0.218%
19/01/22 19.180% 24127.85 16.260% 17.194% +1.986% 18.465% +0.715%
20/01/22 19.130% 24952.35 19.207% 17.510% +1.620% 18.661% +0.469%
21/01/22 20.420% 24965.55 19.066% 17.815% +2.605% 18.839% +1.581%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/11/21 28.370% 8498.26 16.477% 15.754% +12.616% 15.754% +12.616%
30/11/21 27.250% 8368.49 16.996% 15.852% +11.398% 19.758% +7.492%
01/12/21 26.240% 8426.24 17.301% 16.368% +9.872% 20.267% +5.973%
02/12/21 26.440% 8506.36 17.584% 16.978% +9.462% 20.883% +5.557%
03/12/21 26.260% 8455.45 16.506% 16.973% +9.287% 20.737% +5.523%
06/12/21 29.450% 8274.77 17.765% 17.230% +12.220% 20.627% +8.823%
07/12/21 26.210% 8527.12 21.110% 18.053% +8.157% 21.464% +4.746%
08/12/21 25.140% 8522.90 20.645% 18.722% +6.418% 22.105% +3.035%
09/12/21 24.030% 8657.77 21.017% 19.409% +4.621% 22.756% +1.274%
10/12/21 23.550% 8578.33 21.007% 20.309% +3.241% 23.645% -0.095%
13/12/21 23.250% 8551.14 20.963% 20.948% +2.302% 23.873% -0.623%
14/12/21 24.380% 8418.61 20.657% 20.858% +3.522% 23.599% +0.781%
15/12/21 24.460% 8342.91 20.682% 20.865% +3.595% 23.436% +1.024%
16/12/21 23.620% 8349.65 19.941% 20.650% +2.970% 23.024% +0.596%
17/12/21 25.290% 8218.00 20.283% 20.505% +4.785% 22.694% +2.596%
20/12/21 28.640% 8042.74 21.102% 20.533% +8.107% 22.219% +6.421%
21/12/21 26.080% 8141.47 21.652% 20.732% +5.348% 22.264% +3.816%
22/12/21 24.550% 8195.23 21.944% 20.984% +3.566% 22.363% +2.187%
23/12/21 23.760% 8204.31 21.981% 21.392% +2.368% 22.622% +1.138%
24/12/21 23.660% 8201.95 20.111% 21.358% +2.302% 22.411% +1.249%
28/12/21 24.380% 8194.45 19.964% 21.130% +3.250% 21.478% +2.902%
29/12/21 24.700% 8098.76 19.786% 20.757% +3.943% 20.928% +3.772%
30/12/21 24.090% 8096.44 19.505% 20.269% +3.821% 20.269% +3.821%
31/12/21 23.680% 8236.35 20.183% 19.910% +3.770% 24.489% -0.809%
03/01/22 23.180% 8188.76 20.191% 19.926% +3.254% 24.017% -0.837%
04/01/22 22.140% 8180.16 19.050% 19.743% +2.397% 23.635% -1.495%
05/01/22 24.000% 8015.70 16.469% 19.079% +4.921% 22.684% +1.316%
06/01/22 23.210% 8068.93 16.799% 18.538% +4.672% 21.888% +1.322%
07/01/22 21.910% 8231.28 17.494% 18.001% +3.909% 21.105% +0.805%
10/01/22 21.870% 8365.37 18.452% 17.653% +4.217% 20.263% +1.607%
11/01/22 21.810% 8369.01 18.460% 17.535% +4.275% 19.983% +1.827%
12/01/22 22.390% 8612.85 20.587% 18.358% +4.032% 20.771% +1.619%
13/01/22 21.970% 8602.38 20.555% 19.110% +2.860% 21.464% +0.506%
14/01/22 22.220% 8554.79 20.628% 19.736% +2.484% 22.006% +0.214%
17/01/22 22.820% 8463.88 20.676% 20.181% +2.639% 22.005% +0.815%
18/01/22 22.670% 8449.00 19.879% 20.465% +2.205% 22.146% +0.524%
19/01/22 23.120% 8441.69 19.021% 20.152% +2.968% 21.642% +1.478%
20/01/22 23.400% 8761.56 22.304% 20.502% +2.898% 21.849% +1.551%
21/01/22 24.270% 8787.30 22.241% 20.824% +3.446% 22.021% +2.249%